The nanoscale core/shell heterostructure is a particularly efficient motif to combine the promising properties of plasmonic materials and rare-earth compounds; however, there remain significant challenges in the synthetic control due to the large interfacial energy between these two intrinsically unmatched materials. Herein, we report a synthetic route to grow rare-earth-vanadate shells on gold nanorod (AuNR) cores. After modifying the AuNR surface with oleate through a surfactant exchange, well-packaged rare-earth oxide (e.g., Gd₂O₃: Eu) shells are grown on AuNRs as a result of the multiple roles of oleate. Furthermore, the composition of the shell has been altered from oxide to vanadate (GdVO₄: Eu) using an anion exchange method. Owing to the carefully designed strategy, the AuNR cores maintain the morphology during the synthesis process; thus, the final Au/GdVO₄: Eu core/shell NRs exhibit strong absorption bands and high photothermal efficiency. In addition, the Au/GdVO₄: Eu NRs exhibit bright Eu³⁺ fluorescence with quantum yield as high as ~17%; bright Sm³⁺ and Dy³⁺ fluorescence can also be obtained by changing the lanthanide doping in the oxide formation. Owing to the attractive integration of the plasmonic and fluorescence properties, such core/shell heterostructures will find particular applications in a wide array of areas, from biomedicine to energy.